+46.2%
WM vs WU
-21.7%
+67.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.0% |
| 7D | +1.2% | +11.7% | -10.5% | +0.6% |
| 30D | +13.1% | +12.6% | +0.5% | +12.4% |
| 3M | +3.6% | -0.5% | +4.1% | +3.5% |
| 6M | +8.1% | -18.2% | +26.3% | +8.5% |
| YTD | +8.9% | -19.0% | +27.9% | +9.3% |
| 1Y | +20.3% | -16.7% | +37.0% | +20.6% |
| 3Y | +46.2% | -21.0% | +67.2% | +46.0% |
| All | +46.2% | -21.7% | +67.9% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling